JP Morgan Put 265 CDNS 17.05.2024
/ DE000JB55SG7
JP Morgan Put 265 CDNS 17.05.2024/ DE000JB55SG7 /
| 2024-05-03 8:10:12 AM |
Chg.-0.050 |
Bid8:01:53 PM |
Ask8:01:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
-20.00% |
0.120
Bid Size: 30,000 |
0.140
Ask Size: 30,000 |
Cadence Design Syste... |
265.00 USD |
2024-05-17 |
Put |
Master data
| WKN: |
JB55SG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cadence Design Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
265.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2023-11-14 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-107.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.26 |
| Parity: |
-1.07 |
| Time value: |
0.24 |
| Break-even: |
244.58 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
2.63 |
| Spread abs.: |
0.02 |
| Spread %: |
9.09% |
| Delta: |
-0.24 |
| Theta: |
-0.18 |
| Omega: |
-25.59 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-4.76% |
| 3 Months |
|
|
-71.83% |
| YTD |
|
|
-84.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.140 |
| 1M High / 1M Low: |
0.780 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-04 |
1.990 |
| Low (YTD): |
2024-03-22 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.200 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.263 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
622.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
